+226.7%
GM vs USB
+87.1%
+139.7%
-60.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | USB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.3% | -0.7% | -0.9% |
| 7D | +0.4% | +1.4% | -1.0% | -0.4% |
| 30D | +7.2% | +6.4% | +0.8% | +2.8% |
| 3M | +1.0% | -4.5% | +5.5% | +3.8% |
| 6M | +13.0% | +11.4% | +1.7% | +4.4% |
| YTD | +9.8% | +17.1% | -7.3% | -2.1% |
| 1Y | +25.9% | +32.6% | -6.7% | +3.4% |
| 3Y | +240.4% | +101.8% | +138.6% | +105.5% |
| 5Y | +56.1% | +25.1% | +31.0% | +28.0% |
| 10Y | +226.7% | +84.9% | +141.9% | +97.9% |
| All | +226.7% | +87.1% | +139.7% | +97.9% |
Cumulative growth
Daily Returns
Daily percentage return beside USB.
Daily Out/Under-Performance
Portfolio return minus USB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × USB return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded USB wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling